Co-author Network
Co-researcher Network
sample of publications
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articles
- How to explain the cross-section of equity returns through common principal components. Mathematics. 9:1-22. 2021
- Impact of Pandemic on European Well-Being: Visualizing Scenarios from the SHARE Database. International Journal of Environmental Research and Public Health. 18:4620. 2021
- Visualizing Profiles of Large Datasets of Weighted and Mixed Data. Mathematics. 9:891. 2021
- Models for Expected Returns with Statistical Factors. Journal of Risk and Financial Management. 13:314. 2020
- Visualizing Inequality in Health and Socioeconomic Wellbeing in the EU: Findings from the SHARE Survey. International Journal of Environmental Research and Public Health. 17:7747. 2020
- A mathematical approach to assess research diversity: operationalization and applicability in communication sciences, political science, and beyond. SCIENTOMETRICS. 125:2299-2322. 2020
- Constructing a Children's Subjective Well-Being Index: an Application to Socially Vulnerable Spanish Children. Child Indicators Research. 13:1235-1254. 2020
- Correction to: Constructing a Children's Subjective Well-Being Index: an Application to Socially Vulnerable Spanish Children. Child Indicators Research. 13:1-1. 2020
- Long term care insurance pricing in Spanish population: a functional data approach. European Journal of Finance. 26. 2019
- Correction to: Foreword special issue Deaf 2019-Maf 2018. Decisions in Economics and Finance. 42. 2019
- Foreword special issue Deaf 2019-Maf 2018. Decisions in Economics and Finance. 42. 2019
- How functional data can enhance the estimation of health expectancy: the case of disabled Spanish population. Astin Bulletin. 49:57-84. 2019
- El proceso penal, mecanismo ineficaz de compensación a la víctima: un estudio de campo = The criminal procedure, an ineffective compensation mechanism for the victim: a field study. Revista de victimología. 35-81. 2018
- Assessing scale-wise similarity of curves with a thick pen: As illustrated through comparisons of spectral irradiance. Ecology and Evolution. 8:10206-10218. 2018
- A wide review on exponentiality tests and two competitive proposals with application on reliability. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. 88:108-139. 2018
- On Visualizing Mixed-Type Data: A Joint Metric Approach to Profile Construction and Outlier Detection. SOCIOLOGICAL METHODS & RESEARCH. 47:207-239. 2018
- Las mujeres victimas de violencia de genero, atendidas en el servicio ATENPRO.. Boletin sobre vulnerabilidad social. 2017
- Goodness-of-fit test for randomly censored data based on maximum correlation. SORT-Statistics and Operations Research Transactions. 41. 2017
- La vulnerabilidad social y la exclusión digital de las personas atendidas. Boletin sobre vulnerabilidad social. 2017
- A test for normality based on the empirical distribution function. SORT-Statistics and Operations Research Transactions. 40:55-87. 2016
- Piercesare Secchi, Simone Vantini and Valeria Vitelli: Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan. Statistical Methods and Applications. 24:313-314. 2015
- Profile identification via weighted related metric scaling: an application to dependent Spanish children. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY. 178:593-618. 2015
- Outliers, GARCH-type models and risk measures: a comparison of several approaches. Journal of Empirical Finance. 26:26-40. 2014
- Asymptotic properties of a goodness-of-fit test based on maximum correlations. STATISTICS. 47:202-215. 2013
- Exact goodness-of-fit tests for censored data. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS. 64:1187-1203. 2012
- Asymmetry, realised volatility and stock return risk estimates. Portuguese Economic Journal. 11:147-164. 2012
- A directional test of exponentiality based on maximum correlations. METRIKA. 73:255-274. 2011
- Wavelet-Based Detection of Outliers in Financial Time Series. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 54:2580-2593. 2010
- A Location- and Scale-Free Goodness-of-fit Statistic for the Exponential Distribution Based on Maximum Correlations. STATISTICS. 43:1-12. 2009
- Projection Error Term in Gower's Interpolation. JOURNAL OF STATISTICAL PLANNING AND INFERENCE. 139:1867-1878. 2009
- Local Linear Regression for Functional Predictor and Scalar Response. JOURNAL OF MULTIVARIATE ANALYSIS. 100:102-111. 2009
- Karhunen-Loève basis in goodness-of-fit tests decomposition: An evaluation. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. 37:3144-3163. 2008
- Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches. JOURNAL OF BANKING & FINANCE. 32:2482-2492. 2008
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book chapters
- La ineficacia del sistema español en la compensación a través del proceso. In: La reparación económica a la víctima en el sistema de justicia. DYKINSON, S.L.. 23-97. 2019
- Additive level outliers in multivariate GARCH models. In: Topics from the 7th Workshop on Statistical Simulation. SPRINGER. 247-255. 2014
- Applications of Principal Component Analysis (PCA) in food science and technology. In: Mathematical and Statistical Methods in Food Science and Technology. Wiley-Blackwell. 57-86. 2014
- Can personal dependency paths help to estimate life expectancy free of dependency?. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance. SPRINGER. 1-5. 2014
- Outliers and the estimation of minimum capital risk requirements. In: Investigaciones en Seguros y gestión de riesgos. Fundacion MAPFRE. 541-546. 2009
- Local Linear Regression for Functional Predictor and Scalar Response. In: Functional and Operational Statistics. SPRINGER. 47-51. 2008
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books
- Estudio sobre las mujeres mayores de 65 años víctimas de violencia de género. Ministerio de la Presidencia, Relaciones con las Cortes e Igualdad, Centro de Publicacione. 2019
- La reparación económica a la víctima en el sistema de justicia. MADRID: DYKINSON, S.L.. 2019
- La eficacia de la reparación a la víctima en el proceso penal a través de las indemnizaciones. Un estudio de campo en la Comunidad de Madrid. MADRID: DYKINSON, S.L.. 2018
- Mathematical and statistical methods for actuarial sciences and finance. SPRINGER. 2018
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conference contributions
- Robust multivariate analysis of mixed type data. 82-85. 2019
- Using deepest dependency paths to enhance life expectancy estimation 2018
- Nuevas tendencias en la modelización actuarial: de los GAM a los métodos DB 2015
- Can personal dependency paths help to estimate life expectancy free of dependency? 2014
- Goodness-of-fit for randomly censored data based on maximun correlation 2014
- Outliers in multivariate GARCH models 2013
- Contrastes de bondad de ajuste basados en la correlación máxima de Hoe ffding 2012
- Profile Identification Via Weighted Related Metric Scaling: An Application to Dependent Spanish Children 2012
- Profile Identification Via Weighted Related Metric Scaling: An Application to Dependent Spanish Children 2012
- Profile Identification Via Weighted Related Metric Scaling: An Application to Spanish Dependent Children 2011
- Outliers in GARCH models and the estimation of risk measures. 1219-1233. 2010
- Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches 2008
- Local Linear Regression for Functional Predictor and Scalar Response 2008
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working papers
- How to explain the cross-section of equity returns through Common Principal Components 2021
- Models for expected returns with statistical factors 2019
- Estimating life expectancy free of dependency : group characterization through the proximity to the deepest dependency path 2017
- Goodness-of-fit test for randomly censored data based on maximum correlation 2014
- Outliers in multivariate Garch Models 2014
- Profile identification via weighted related metric scaling : an application to dependent Spanish children 2011
- Sensitivity and Robustness in MDS Configurations for Mixed-Type Data: A Study of the Economic Crisis Impact on Socially Vulnerable Spanish People 2010
- Outliers in Garch Models and the Estimation of Risk Measures 2010
- Exact Goodness-of-Fit Tests for Censored Data 2009
- Wavelet-based Detection of Outliers in Volatility Models 2009
- Asymptotic Properties of a Goodness-of-Fit Test Based on Maximum Correlations 2008